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    <center>Scilab Function</center>
    <div align="right">Last update : April 1993</div>
    <p>
      <b>lattn</b> -  recursive solution of normal equations</p>
    <h3>
      <font color="blue">Calling Sequence</font>
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    <dl>
      <dd>
        <tt>[la,lb]=lattn(n,p,cov)  </tt>
      </dd>
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    <h3>
      <font color="blue">Parameters</font>
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    <ul>
      <li>
        <tt>
          <b>n</b>
        </tt>: maximum order of the filter</li>
      <li>
        <tt>
          <b>p</b>
        </tt>: fixed dimension of the MA part. If <tt>
          <b>p= -1</b>
        </tt>, the algorithm reduces to the classical Levinson recursions.</li>
      <li>
        <tt>
          <b>cov</b>
        </tt>: matrix containing the <tt>
          <b>Rk</b>
        </tt>'s (<tt>
          <b>d*d</b>
        </tt> matrices for a d-dimensional process).It must be given the following way</li>
      <li>
        <tt>
          <b>la</b>
        </tt>: list-type variable, giving the successively calculated polynomials (degree 1 to degree n),with coefficients Ak</li>
    </ul>
    <h3>
      <font color="blue">Description</font>
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    <p>
    solves recursively on <tt>
        <b>n</b>
      </tt> (<tt>
        <b>p</b>
      </tt> being fixed)
    the following system (normal equations), i.e. identifies
    the AR part (poles) of a vector ARMA(n,p) process</p>
    <p>
    where {<tt>
        <b>Rk;k=1,nlag</b>
      </tt>} is the sequence of empirical covariances</p>
    <h3>
      <font color="blue">Author</font>
    </h3>
    <p>G. Le V.  </p>
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